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by quartz
December 22nd, 2014, 3:25 pm
Forum: Off Topic
Topic: The Meaning of Buddhism
Replies: 61
Views: 9121

The Meaning of Buddhism

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: CactusManIs his problem the world? Or himself? The world's problems are not likely to change. It is what it is. That leaves only one thing that can change: YOU..This was no doubt true in the age of Buddha. In those times, resources...
by quartz
December 22nd, 2014, 2:43 pm
Forum: Off Topic
Topic: Technical quotes
Replies: 510
Views: 44807

Technical quotes

Quote"Everybody believes in the exponential law of errors: the experimenters, becausethey think it can be proved by mathematics; and the mathematicians, becausethey believe it has been established by observation." - Lippmann to Poincaré
by quartz
December 22nd, 2014, 9:54 am
Forum: The Quantitative Finance Code Library Project
Topic: sitmo C++ normal distribution
Replies: 74
Views: 69541

sitmo C++ normal distribution

<t>QuoteOriginally posted by: outrunMy experience with boost *development* is extremely bad, I constantly think about how I can fix that element by starting something disrupitive (but then I quickly realise that it's not the best time spend during my short life on earth,..C++ libs?) . The bad experi...
by quartz
December 22nd, 2014, 9:38 am
Forum: The Quantitative Finance Code Library Project
Topic: sitmo C++ normal distribution
Replies: 74
Views: 69541

sitmo C++ normal distribution

<t>Quoteyeah. here's the famous Interval SHOW STOPPER. So how to solve, just change it to a PROBLEM and pretendSTOP SHOW 5498LOL^10Amazing, but not surprising as it should.Well, it seems nowadays the show is not having a good library, but getting the "boost" label on it. Clearly your complaints were...
by quartz
December 18th, 2014, 6:54 pm
Forum: The Quantitative Finance Code Library Project
Topic: sitmo C++ normal distribution
Replies: 74
Views: 69541

sitmo C++ normal distribution

<t>QuoteOriginally posted by: outrunyou're right. I have a very strong urge to try and take over maintenance of that lib,.. and then get alls the stuff that's just waiting there in:* CHi2* parallel random number generator* low discrepancy engines..however, I know I'm going to lose interest once that...
by quartz
December 18th, 2014, 6:26 pm
Forum: The Quantitative Finance Code Library Project
Topic: sitmo C++ normal distribution
Replies: 74
Views: 69541

sitmo C++ normal distribution

<t>QuoteOriginally posted by: CuchulainnQuoteFor example, Mersenne Twister is unacceptable for cryptographic applications but probably acceptable for many a numerical method.Because if you get the seed and the algo you can reproduce the same numbers. Not with crypto algorithms.You meant quantum sour...
by quartz
December 18th, 2014, 5:41 pm
Forum: General Forum
Topic: No new posts in the last two days
Replies: 15
Views: 6673

No new posts in the last two days

<t>QuoteThis seems to be the case for now. SIFMA reports show MBS yearly volumes are off by 24% from last year. See attached. Lack of volume in the bond market could be the main factor, brought on by unfaverable risk reward ratios due to present low rate enviorment further exasperated by bond invest...
by quartz
December 1st, 2014, 2:13 pm
Forum: Off Topic
Topic: Technical quotes
Replies: 510
Views: 44807

Technical quotes

Quote"This class is closed under affine transformations, since it is a particular case of the Generalized hyperbolic distribution, which has the same property."
by quartz
November 26th, 2014, 2:49 pm
Forum: Numerical Methods Forum
Topic: where are the webbased quant tools?
Replies: 18
Views: 5903

where are the webbased quant tools?

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: quartzQuoteCommercial products are crappy by design so that vendors can sell consultancy hours, I've heard them literally explain that. The competition is not on software quality but on brand.I always suspected that for many products...
by quartz
November 25th, 2014, 12:11 pm
Forum: Numerical Methods Forum
Topic: where are the webbased quant tools?
Replies: 18
Views: 5903

where are the webbased quant tools?

<t>QuoteCommercial products are crappy by design so that vendors can sell consultancy hours, I've heard them literally explain that. The competition is not on software quality but on brand.I always suspected that for many products (how comes we can compete with firms 20 times larger?), but glad to h...
by quartz
September 8th, 2014, 1:00 pm
Forum: Off Topic
Topic: Technical quotes
Replies: 510
Views: 44807

Technical quotes

Quote"CAMORRA: a C++ library for recursive computation of particle scattering amplitudes"
by quartz
August 28th, 2014, 4:40 pm
Forum: Off Topic
Topic: Technical quotes
Replies: 510
Views: 44807

Technical quotes

Quote"...we find that positive previous day's returns lead to strong positive correlation with today's positive returns and marked negative correlation with today's negative returns."
by quartz
August 22nd, 2014, 9:40 am
Forum: General Forum
Topic: OIS discounting and convexity adjustment
Replies: 12
Views: 16405

OIS discounting and convexity adjustment

QuoteOriginally posted by: BerndSchmitzDoes anybody know any (good) paper about futures convexity adjustment in a multicurve setting?Do you mean that you found out why Mercurio removed the relevant appendix? That'd be interesting for all of us.See also Ametrano&Bianchetti 2013.
by quartz
August 21st, 2014, 12:00 pm
Forum: General Forum
Topic: Are you sure all your models are implemented perfectly?
Replies: 60
Views: 9289

Are you sure all your models are implemented perfectly?

<t>QuoteOriginally posted by: exneratunriskIt's not always as we think - a "dubious, shady glance" may help: The Advantage of Dyslexia - men often tend to be better at numbers (the frogs view), but maybe those who have more trouble digging in the very details may have the big picture (the birds view...
by quartz
August 20th, 2014, 4:48 pm
Forum: General Forum
Topic: Are you sure all your models are implemented perfectly?
Replies: 60
Views: 9289

Are you sure all your models are implemented perfectly?

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: CuchulainnPeople in the West don't seem to have an appetite for Science these days.Indeed! That's because science often gives answers people don't want to hear. So they prefer old testaments to new knowledge. No wonder the models a...
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